+265.2%
UAL vs ILMN
+1,998.0%
-1,732.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -4.9% | +12.9% | +9.6% |
| 7D | +11.9% | -21.6% | +33.5% | +19.9% |
| 30D | +5.2% | -22.9% | +28.1% | +13.1% |
| 3M | -12.7% | +11.6% | -24.3% | -18.1% |
| 6M | +28.5% | +62.5% | -34.0% | +5.7% |
| YTD | +3.5% | +72.7% | -69.2% | -17.7% |
| 1Y | +27.5% | +93.9% | -66.3% | -2.6% |
| 3Y | +208.6% | +99.2% | +109.4% | +121.8% |
| 5Y | +135.6% | -44.8% | +180.4% | +147.2% |
| 10Y | +102.3% | +73.0% | +29.3% | +30.8% |
| All | +265.2% | +1,998.0% | -1,732.9% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling